Lecture Notes of 3 the Unione Matematica Italiana Editorial Board Franco Brezzi (Editor in Chief) Persi Diaconis Dipartimento di Matematica Department of Statistics Università di Pavia Stanford University Via Ferrata 1 Stanford, CA 94305-4065, USA 27100 Pavia, Italy e-mail: [email protected], e-mail: [email protected] [email protected] John M. Ball Nicola Fusco Mathematical Institute Dipartimento di Matematica e Applicazioni 24-29 St Giles’ Università di Napoli “Federico II”, via Cintia Oxford OX1 3LB Complesso Universitario di Monte S. Angelo United Kingdom 80126 Napoli, Italy e-mail: [email protected] e-mail: [email protected] Alberto Bressan Carlos E. 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Luc Tartar An Introduction to Sobolev Spaces and Interpolation Spaces ABC Author Luc Tartar Department of Mathematical Sciences Carnegie Mellon University Pittsburgh, PA 15213-3890 USA e-mail: [email protected] Library of Congress Control Number: 2007925369 Mathematics Subject Classification (2000): 35-XX, 46-xx, 46B70, 46M35 ISSN print edition: 1862-9113 ISSN electronic edition: 1862-9121 ISBN-10 3-540-71482-0 Springer Berlin Heidelberg New York ISBN-13 978-3-540-71482-8 Springer Berlin Heidelberg New York DOI 10.1007/978-3-540-71483-5 This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilm or in any other way, and storage in data banks. 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Typesetting by the authors and SPi using a Springer LATEX macro package Cover design: design & production GmbH, Heidelberg Printed on acid-free paper SPIN: 12036769 VA41/3100/SPi 5 4 3 2 1 0 In memory of Sergei SOBOLEV, 1908–1989 He pioneered the study of some functional spaces which are crucial in the study of the partial differential equations of continuum mechanics and physics, and the first part of these lecture notes is about these spaces, named after him. In memory of Jacques-Louis LIONS, 1928–2001 He participated in the development of Sobolev spaces, in part with Enrico MAGENES, applying the general theory of interpolation spaces which he had developed with Jaak PEETRE, who further simplified the theory so that it became more easy to use, and the second part of these lecture notes is about these interpolation spaces. To Lucia To my children Laure, Micha¨el, Andr´e, Marta Preface After publishing an introduction to the Navier1–Stokes2,3 equation and oceanography [18], the revised version of my lecture notes for a graduate course that I had taught in the spring of 1999, I want to follow with another set of lecture notes for a graduate course that I had taught in the spring of 2000; that course was divided into two parts, the first part on Sobolev4 spaces, and the second part on interpolation spaces. The first version had been avail- able on the Internet, and after a few years, I find it useful to make the text available to a larger audience by publishing a revised version. When I was a student at Ecole Polytechnique, which was still in Paris, France, on the “Montagne Sainte Genevi`eve”,5 I had the chance to have 1 Claude Louis Marie Henri NAVIER, French mathematician, 1785–1836. He worked in Paris, France. 2 Sir George Gabriel STOKES, Irish-born mathematician, 1819–1903. He worked in London, and in Cambridge, England, holding the Lucasian chair (1849–1903). 3 Reverend Henry LUCAS, English clergyman and philanthropist, 1610–1663. 4 Sergei L’vovich SOBOLEV, Russian mathematician, 1908–1989. He worked in Leningrad, in Moscow, and in Novosibirsk, Russia. I first met him when I was a student, in Paris in 1969, then at the International Congress of Mathematicians in Nice in 1970, and conversed with him in French, which he spoke perfectly (all educated Europeans did learn French in the beginning of the 20th century). I only met him once more, when I traveled with a French group from INRIA (Institut National de la Recherche en Informatique et Automatique) in 1976 to Akadem- gorodok near Novosibirsk, Russia, where he worked. There is now a Sobolev Insti- tute of Mathematics of the Siberian branch of the Russian Academy of Sciences, Novosibirsk, Russia. 5 Genevi`eve, patroness of Paris, c 419 or 422–512. VIII Preface Laurent SCHWARTZ6–8 as my main teacher in mathematics in the first year (1965–1966), and the course contained an introduction9 to his theory of dis- tributions,10 but I only heard about Sobolev spaces in my second year (1966– 1967), in a seminar organized by Jacques-Louis LIONS11–13 for interested stu- dents, in addition to his course on numerical analysis. I learnt a little more in his courses at the university in the following years, and I read a course [13] that he had taught in 1962 in Montr´eal, Qu´ebec (Canada), and I also read a book [1] by Shmuel AGMON,14 corresponding to a course that he had taught at Rice15 University, Houston, TX. 6 Laurent SCHWARTZ, French mathematician, 1915–2002. He received the Fields Medal in 1950. He worked in Nancy, in Paris, France, at Ecole´ Polytechnique, which was first in Paris (when I had him as a teacher in 1965–1966), and then in Palaiseau, France, and at Universit´e Paris VII (Denis Diderot), Paris, France. 7 John Charles FIELDS, Canadian mathematician, 1863–1932. He worked in Meadville, PA, and in Toronto, Ontario (Canada). 8 Denis DIDEROT, French philosopher and writer, 1713–1784. He worked in Paris, France, and he was the editor-in-chief of the Encyclop´edie. Universit´e Paris 7, Paris, France, is named after him. 9 Which means that he only considered questions of convergence for sequences, and he did not teach anything about the topologies of D or D, which I first learnt in his book [15]. 10 Laurent SCHWARTZ has described something about his discovery of the concept of distributions in his biography [16]. 11 Jacques-Louis LIONS, French mathematician, 1928–2001. He received the Japan Prize in 1991. He worked in Nancy and in Paris, France, holding a chair (analyse math´ematique des syst`emes et de leur contrˆole, 1973–1998) at Coll`egedeFrance, Paris, France. I first had him as a teacher at Ecole Polytechnique in 1966–1967, and I did research under his direction, until my thesis in 1971. The laboratory dedicated to functional analysis and numerical analysis which he initiated, funded by CNRS (Centre National de la Recherche Scientifique) and Universit´eParisVI (Pierre et Marie Curie), is now named after him, the Laboratoire Jacques-Louis Lions. 12 Pierre CURIE, French physicist, 1859–1906, and his wife Marie SKLODOWSKA- CURIE, Polish-born physicist, 1867–1934, jointly received the Nobel Prize in Physics in 1903, and she also received the Nobel Prize in Chemistry in 1911. They worked in Paris, France. Universit´e Paris 6, Paris, France, is named after them. 13 Alfred NOBEL, Swedish industrialist and philanthropist, 1833–1896. He created a fund to be used as awards for people whose work most benefited humanity. 14 Shmuel AGMON, Israeli mathematician, born in 1922. He worked at The Hebrew University, Jerusalem, Israel. 15 William Marsh RICE, American financier and philanthropist, 1816–1900. Preface IX I first read about interpolation spaces (in a Hilbert16,17 setting) in a book that Jacques-Louis LIONS had written with Enrico MAGENES18 [14], and then he gave me his article with Jaak PEETRE19 to read for the theory in a Banach20,21 setting, and later he asked me to solve some problems about interpolation for my thesis in 1971, and around that time I did read a few articles on interpolation, although I can hardly remember in which of the many articles of Jaak PEETRE I may have read about some of his results. For the purpose of this course, I also consulted a book by BERGH22,23 & LOFSTR¨ OM¨ 24 [2].